joint work with Michel Benaïm, Carl

Kolloquium über Mathematische
Statistik und Stochastische Prozesse
MCF Dr. Ioana Ciotir
Institut National des Sciences Appliquées de Rouen, France
16.02.2016, 16:30 Uhr, Hörsaal 5
Self-repelling diffusions via an infinite dimensional
approach
(joint work with Michel Benaïm, Carl-Erik Gauthier)
Abstract:
In the present work we study self-interacting diffusions following an infinite dimensional approach. The motivating example of this equation comes from systems that
model the shape of a growing polymer.
First we prove existence and uniqueness of a solution with Markov property.
In fact, we show that, by choosing a particular form for the initial drift profile and by
taking the Fourier development of the drift function, the non-markovian stochastic
differential equation becomes equivalent to a markovian system in infinite dimensions. Consequently, the problem can be treated by using tools from the theory of
stochastic differential equations in infinite dimensions.
Then we study the corresponding transition semigroup and, more precisely, we
prove that it has Feller property and we give an explicit form of an invariant probability of the system.
Dr. Ioana Ciotir
Institut National des Sciences Appliquées de Rouen
http://lmi.insa-rouen.fr/membres/10-membres/maitres-de-conference/49-ciotir-ioana.html
Kontakt: Dr. Hendrik Baumann ([email protected]), Dr. Jonas Tölle ([email protected]),
Universität Hamburg